-6.1%
CELH vs BWA
+87.2%
-93.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +1.7% |
| 7D | -11.2% | -1.3% | -9.9% | -10.8% |
| 30D | -1.4% | -2.9% | +1.5% | -0.7% |
| 3M | -4.2% | -10.7% | +6.6% | -0.7% |
| 6M | -40.5% | +26.5% | -66.9% | -47.0% |
| YTD | -40.5% | +49.1% | -89.6% | -52.4% |
| 1Y | -53.0% | +52.1% | -105.1% | -62.9% |
| 3Y | -59.1% | +72.6% | -131.6% | -70.6% |
| All | -6.1% | +87.2% | -93.3% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling